+145.2%
VTRS vs MAS
+58.1%
+87.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.6% |
| 7D | +4.6% | +2.0% | +2.6% | +3.7% |
| 30D | +13.8% | +19.4% | -5.5% | +6.7% |
| 3M | +23.1% | +9.4% | +13.7% | +18.8% |
| 6M | +26.7% | +15.3% | +11.4% | +18.9% |
| YTD | +63.7% | +31.3% | +32.4% | +44.0% |
| 1Y | +103.9% | +34.9% | +69.1% | +77.1% |
| 3Y | +145.2% | +58.6% | +86.6% | +87.8% |
| All | +145.2% | +58.1% | +87.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling